Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243341.7049 | 139534.7624 | 103806.9425 | 422762.4948 | 354902.4533 | 67860.0414 |
Total P&L (%) | 243.3417 | 139.5348 | 103.8069 | 422.7625 | 354.9025 | 67.86 |
Avg Daily Profit (%) | 0.2618 | 0.1501 | 0.1117 | 0.1781 | 0.1631 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70842 | -30944 | -64752 | -318072 | -123356 | -194716 |
Profit Factor | 1.6211 | 1.8501 | 1.456 | 1.3597 | 1.6847 | 1.1033 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 55.5556 | 61.1111 | 50 | 55.5556 | 61.1111 | 50 |
Ratio Avg Win / Avg Loss | 1.2969 | 1.1773 | 1.456 | 1.0878 | 1.0721 | 1.1033 |
Largest Winning Trade | 39643 | 25750 | 39643 | 122878 | 122878 | 83469 |
Largest Losing Trade | -24262 | -17300 | -24262 | -165346 | -123356 | -165346 |
Avg Bars in Trades | 22 | 16 | 27 | 22 | 16 | 27 |
Avg Bars in Winners | 19 | 13 | 27 | 19 | 13 | 27 |
Avg Bars in Losers | 25 | 21 | 28 | 25 | 21 | 28 |
Bars Traded | 2416 | 905 | 1511 | 2416 | 905 | 1511 |
Profit Streak | 45.8464 | 48.8464 | 0 | 45.8464 | 48.8464 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430186 | -168179 | -222612 | 350106 | -168387 | -405287 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 3.35505 } }, "second_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 1.40848 } } }
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{ "trading_pair": "ARB_USDT", "interval": "8h", "packets": 25000, "actual_packets": 2788, "evaluation_days": 929.33, "actual_first_datapoint_time": 1679558400000, "first_datapoint_time": 1683590400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759839527655, "expiration_time": 1762416000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 3.35505 } }, "second_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 1.40848 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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